Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.604 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48988.42 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41366.82 Kr¶

PnL: ---------------------------------------> -128.46 Kr¶

DD now: ---------------------------------> -7.778 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:22:55.421350'

Anic Portfolio¶

Today¶

Return: -0.638 %¶

This Week¶

Return: -0.638 %¶

Total portfolio value¶

Return including deposits: 60.375 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.600000 1676.700000 209.160000 14.250000 1467.540000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
JM 6 1.460000 874.800000 12.600000 1.460000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Byggmax Group 33 0.480000 958.980000 4.620000 0.480000 954.360000
EQT 4 0.530000 834.000000 4.400000 0.530000 829.600000
Orrön Energy 180 0.040000 2041.200000 3.600000 0.180000 2037.600000
AcadeMedia 8 0.400000 404.400000 3.200000 0.800000 401.200000
Atrium Ljungberg B 5 0.270000 935.500000 2.500000 0.270000 933.000000
Sagax B 4 0.090000 852.800000 0.800000 0.090000 852.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Hexatronic Group 12 -0.700000 957.840000 -6.720000 -0.700000 964.560000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Alimak Group 11 -1.190000 915.200000 -11.000000 -1.190000 926.200000
Addnode Group B 11 -1.860000 901.450000 -17.050000 -1.860000 918.500000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Latour B 4 -2.850000 830.800000 -24.400000 -2.850000 855.200000
Indutrade 5 -2.350000 1186.000000 -28.500000 -2.350000 1214.500000
Hexagon B 26 -0.870000 3421.600000 -29.900000 -0.870000 3451.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Bufab 3 -3.420000 1068.600000 -37.800000 -3.420000 1106.400000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Vitec Software Group B 2 -6.000000 1019.000000 -65.000000 -6.000000 1084.000000
BHG Group 97 -5.060000 1382.250000 -72.750000 -5.000000 1455.000000
TOTAL 41366.820000 -128.460000 -7.77843% 41495.280000

Updated:¶

'2023-07-03 10:23:12.314492'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶